+163.4%
JPM vs TMO
+19.5%
+144.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | -0.7% | -0.6% | 0.0% | -0.5% |
| 30D | -2.5% | +1.1% | -3.6% | -2.8% |
| 3M | +14.1% | +28.3% | -14.2% | +7.1% |
| 6M | +25.1% | +23.3% | +1.8% | +18.0% |
| YTD | +12.1% | +5.5% | +6.7% | +10.3% |
| 1Y | +18.8% | +24.5% | -5.7% | +11.3% |
| 3Y | +163.4% | +19.6% | +143.9% | +142.5% |
| All | +163.4% | +19.5% | +144.0% | +142.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling